The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ABBOTT LAB | COM | 002824100 | 443 | 7,400 | SH | DFND | 1 | 0 | 0 | 7,400 | |
AETNA INC | COM | 00817Y108 | 1,791 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
AFLAC INC | COM | 001055102 | 1,620 | 37,024 | SH | SOLE | 5,232 | 0 | 31,792 | ||
AFLAC INC | COM | 001055102 | 429 | 9,800 | SH | DFND | 1 | 0 | 0 | 9,800 | |
ALLY FINAN | COM | 02005N100 | 958 | 35,300 | SH | SOLE | 7,800 | 0 | 27,500 | ||
AMC NETWOR | COM | 00164V103 | 1,189 | 22,990 | SH | SOLE | 4,100 | 0 | 18,890 | ||
AMERICAN F | COM | 025932104 | 3,726 | 33,200 | SH | DFND | 1 | 0 | 0 | 33,200 | |
AMERIPRISE | COM | 03076C106 | 2,500 | 16,900 | SH | DFND | 1 | 0 | 0 | 16,900 | |
AMGEN INC | COM | 031162100 | 1,502 | 8,812 | SH | SOLE | 1,200 | 0 | 7,612 | ||
ANTHEM INC | COM | 036752103 | 505 | 2,297 | SH | SOLE | 0 | 0 | 2,297 | ||
ARCH COAL | COM | 039380407 | 1,744 | 18,981 | SH | SOLE | 2,481 | 0 | 16,500 | ||
ASSURANT I | COM | 04621X108 | 987 | 10,800 | SH | DFND | 1 | 0 | 0 | 10,800 | |
ASSURED GU | COM | G0585R106 | 1,819 | 50,243 | SH | SOLE | 6,783 | 0 | 43,460 | ||
AVNET INC | COM | 053807103 | 1,771 | 42,400 | SH | SOLE | 5,700 | 0 | 36,700 | ||
BARRICK GO | COM | 067901108 | 296 | 23,800 | SH | DFND | 1 | 0 | 0 | 23,800 | |
BCE INC | COM | 05534B760 | 834 | 19,400 | SH | DFND | 1 | 0 | 0 | 19,400 | |
BED BATH & | COM | 075896100 | 1,465 | 69,806 | SH | SOLE | 9,800 | 0 | 60,006 | ||
BIOGEN INC | COM | 09062X103 | 1,041 | 3,803 | SH | SOLE | 714 | 0 | 3,089 | ||
BORGWARNER | COM | 099724106 | 1,117 | 22,239 | SH | SOLE | 4,438 | 0 | 17,801 | ||
CAN IMPERI | COM | 136069101 | 753 | 8,543 | SH | SOLE | 0 | 0 | 8,543 | ||
CAPITAL ON | COM | 14040H105 | 1,770 | 18,469 | SH | SOLE | 2,300 | 0 | 16,169 | ||
CDW CORP/D | COM | 12514G108 | 1,220 | 17,346 | SH | SOLE | 3,302 | 0 | 14,044 | ||
CELESTICA | COM | 15101Q108 | 1,110 | 107,395 | SH | SOLE | 21,967 | 0 | 85,428 | ||
CELESTICA | COM | 15101Q108 | 1,583 | 153,200 | SH | DFND | 1 | 0 | 0 | 153,200 | |
CENTURYLIN | COM | 156700106 | 332 | 20,200 | SH | SOLE | 0 | 0 | 20,200 | ||
CHEVRON CO | COM | 166764100 | 456 | 4,000 | SH | DFND | 1 | 0 | 0 | 4,000 | |
CHUBB LTD | COM | H1467J104 | 862 | 6,300 | SH | DFND | 1 | 0 | 0 | 6,300 | |
CISCO SYST | COM | 17275R102 | 969 | 22,600 | SH | DFND | 1 | 0 | 0 | 22,600 | |
COMMSCOPE | COM | 20337X109 | 1,237 | 30,943 | SH | SOLE | 0 | 0 | 30,943 | ||
CONVERGYS | COM | 212485106 | 1,739 | 76,898 | SH | SOLE | 9,600 | 0 | 67,298 | ||
COOPER TIR | COM | 216831107 | 1,109 | 37,856 | SH | SOLE | 6,333 | 0 | 31,523 | ||
CUMMINS IN | COM | 231021106 | 1,036 | 6,391 | SH | SOLE | 1,296 | 0 | 5,095 | ||
CVS HEALTH | COM | 126650100 | 1,456 | 23,409 | SH | SOLE | 3,130 | 0 | 20,279 | ||
CVS HEALTH | COM | 126650100 | 691 | 11,100 | SH | DFND | 1 | 0 | 0 | 11,100 | |
DEERE & CO | COM | 244199105 | 870 | 5,600 | SH | DFND | 1 | 0 | 0 | 5,600 | |
DELTA AIR | COM | 247361702 | 1,072 | 19,551 | SH | SOLE | 0 | 0 | 19,551 | ||
DILLARDS I | COM | 254067101 | 723 | 9,000 | SH | DFND | 1 | 0 | 0 | 9,000 | |
DOMTAR COR | COM | 257559203 | 1,584 | 37,237 | SH | SOLE | 4,590 | 0 | 32,647 | ||
ENERSYS | COM | 29275Y102 | 1,762 | 25,400 | SH | SOLE | 3,300 | 0 | 22,100 | ||
EVEREST RE | COM | G3223R108 | 456 | 1,776 | SH | SOLE | 0 | 0 | 1,776 | ||
EXPRESS SC | COM | 30219G108 | 1,556 | 22,526 | SH | SOLE | 3,053 | 0 | 19,473 | ||
EXXON MOBI | COM | 30231G102 | 388 | 5,200 | SH | DFND | 1 | 0 | 0 | 5,200 | |
FEDERATED | COM | 314211103 | 1,201 | 35,944 | SH | SOLE | 6,200 | 0 | 29,744 | ||
FIAT CHRYS | COM | N31738102 | 9,982 | 486,459 | SH | SOLE | 16,705 | 0 | 469,754 | ||
FLEX LTD | COM | Y2573F102 | 1,417 | 86,800 | SH | SOLE | 12,900 | 0 | 73,900 | ||
FREEPORT-M | COM | 35671D857 | 541 | 30,800 | SH | DFND | 1 | 0 | 0 | 30,800 | |
FRESH DEL | COM | G36738105 | 1,036 | 22,903 | SH | SOLE | 0 | 0 | 22,903 | ||
GAMESTOP C | COM | 36467W109 | 1,186 | 93,954 | SH | SOLE | 12,392 | 0 | 81,562 | ||
GENERAL MO | COM | 37045V100 | 1,509 | 41,531 | SH | SOLE | 5,486 | 0 | 36,045 | ||
GILEAD SCI | COM | 375558103 | 1,700 | 22,550 | SH | SOLE | 3,100 | 0 | 19,450 | ||
GOLDMAN SA | COM | 38141G104 | 1,722 | 6,836 | SH | SOLE | 852 | 0 | 5,984 | ||
H&R BLOCK | COM | 093671105 | 1,208 | 47,554 | SH | SOLE | 8,757 | 0 | 38,797 | ||
HERMAN MIL | COM | 600544100 | 476 | 14,900 | SH | SOLE | 0 | 0 | 14,900 | ||
HEWLETT PA | COM | 42824C109 | 1,432 | 81,641 | SH | SOLE | 15,600 | 0 | 66,041 | ||
HOLLYFRONT | COM | 436106108 | 933 | 19,100 | SH | DFND | 1 | 0 | 0 | 19,100 | |
HUDBAY MIN | COM | 443628102 | 264 | 37,363 | SH | SOLE | 25,695 | 0 | 11,668 | ||
HUMANA INC | COM | 444859102 | 1,317 | 4,900 | SH | DFND | 1 | 0 | 0 | 4,900 | |
INTEL CORP | COM | 458140100 | 2,067 | 39,698 | SH | SOLE | 4,941 | 0 | 34,757 | ||
INTEL CORP | COM | 458140100 | 1,682 | 32,300 | SH | DFND | 1 | 0 | 0 | 32,300 | |
INTL BUSIN | COM | 459200101 | 1,683 | 10,971 | SH | SOLE | 1,400 | 0 | 9,571 | ||
JABIL INC | COM | 466313103 | 609 | 21,200 | SH | DFND | 1 | 0 | 0 | 21,200 | |
KBR INC | COM | 48242W106 | 259 | 16,000 | SH | DFND | 1 | 0 | 0 | 16,000 | |
KOHLS CORP | COM | 500255104 | 1,911 | 29,168 | SH | SOLE | 3,900 | 0 | 25,268 | ||
KRONOS WOR | COM | 50105F105 | 540 | 23,900 | SH | DFND | 1 | 0 | 0 | 23,900 | |
KT CORP-SP | ADR | 48268K101 | 952 | 69,500 | SH | SOLE | 10,300 | 0 | 59,200 | ||
LEAR CORP | COM | 521865204 | 1,250 | 6,717 | SH | SOLE | 1,289 | 0 | 5,428 | ||
LEGG MASON | COM | 524901105 | 1,159 | 28,500 | SH | SOLE | 5,300 | 0 | 23,200 | ||
LINCOLN NA | COM | 534187109 | 1,604 | 21,954 | SH | SOLE | 2,972 | 0 | 18,982 | ||
LYONDELLBA | COM | N53745100 | 1,686 | 15,954 | SH | SOLE | 2,086 | 0 | 13,868 | ||
MACY'S INC | COM | 55616P104 | 2,032 | 68,311 | SH | SOLE | 8,700 | 0 | 59,611 | ||
MAGNA INTE | COM | 559222401 | 1,705 | 30,311 | SH | SOLE | 3,991 | 0 | 26,320 | ||
MAGNA INTE | COM | 559222401 | 1,851 | 32,900 | SH | DFND | 1 | 0 | 0 | 32,900 | |
MALLINCKRO | COM | G5785G107 | 588 | 40,581 | SH | SOLE | 9,581 | 0 | 31,000 | ||
MCKESSON C | COM | 58155Q103 | 1,578 | 11,204 | SH | SOLE | 1,400 | 0 | 9,804 | ||
MCKESSON C | COM | 58155Q103 | 747 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
METLIFE IN | COM | 59156R108 | 1,069 | 23,292 | SH | SOLE | 4,516 | 0 | 18,776 | ||
MGIC INVES | COM | 552848103 | 665 | 51,121 | SH | SOLE | 0 | 0 | 51,121 | ||
MYLAN NV | COM | N59465109 | 1,152 | 27,979 | SH | SOLE | 5,400 | 0 | 22,579 | ||
NCR CORPOR | COM | 62886E108 | 1,104 | 35,016 | SH | SOLE | 6,300 | 0 | 28,716 | ||
NORBORD IN | COM | 65548P403 | 1,772 | 48,946 | SH | SOLE | 6,820 | 0 | 42,126 | ||
OMNICOM GR | COM | 681919106 | 1,637 | 22,525 | SH | SOLE | 2,900 | 0 | 19,625 | ||
PARKER HAN | COM | 701094104 | 906 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
PFIZER INC | COM | 717081103 | 1,302 | 36,700 | SH | DFND | 1 | 0 | 0 | 36,700 | |
PILGRIM'S | COM | 72147K108 | 1,360 | 55,267 | SH | SOLE | 7,277 | 0 | 47,990 | ||
PRUDENTIAL | COM | 744320102 | 1,634 | 15,775 | SH | SOLE | 1,900 | 0 | 13,875 | ||
REGAL BELO | COM | 758750103 | 1,764 | 24,047 | SH | SOLE | 2,926 | 0 | 21,121 | ||
REINSURANC | COM | 759351604 | 2,387 | 15,500 | SH | DFND | 1 | 0 | 0 | 15,500 | |
SANMINA CO | COM | 801056102 | 1,344 | 51,400 | SH | SOLE | 7,000 | 0 | 44,400 | ||
SIGNET JEW | COM | G81276100 | 1,187 | 30,813 | SH | SOLE | 3,930 | 0 | 26,883 | ||
SK TELECOM | ADR | 78440P108 | 1,134 | 46,900 | SH | DFND | 1 | 0 | 0 | 46,900 | |
SNAP-ON IN | COM | 833034101 | 325 | 2,200 | SH | SOLE | 1,200 | 0 | 1,000 | ||
SPIRIT AER | COM | 848574109 | 1,101 | 13,156 | SH | SOLE | 2,352 | 0 | 10,804 | ||
STATE STRE | COM | 857477103 | 1,057 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
STEEL DYNA | COM | 858119100 | 1,469 | 33,229 | SH | SOLE | 0 | 0 | 33,229 | ||
SUNCOR ENE | COM | 867224107 | 1,369 | 39,700 | SH | DFND | 1 | 0 | 0 | 39,700 | |
SYNAPTICS | COM | 87157D109 | 1,398 | 30,578 | SH | SOLE | 5,651 | 0 | 24,927 | ||
SYNCHRONY | COM | 87165B103 | 1,140 | 34,000 | SH | SOLE | 0 | 0 | 34,000 | ||
TAHOE RESO | COM | 873868103 | 1,497 | 319,270 | SH | SOLE | 47,354 | 0 | 271,916 | ||
TARGET COR | COM | 87612E106 | 1,706 | 24,570 | SH | SOLE | 3,400 | 0 | 21,170 | ||
TECK RESOU | COM | 878742204 | 1,487 | 57,841 | SH | SOLE | 8,765 | 0 | 49,076 | ||
TEGNA INC | COM | 87901J105 | 1,232 | 108,195 | SH | SOLE | 16,000 | 0 | 92,195 | ||
TERADATA C | COM | 88076W103 | 587 | 14,800 | SH | SOLE | 0 | 0 | 14,800 | ||
TORCHMARK | COM | 891027104 | 1,553 | 18,450 | SH | DFND | 1 | 0 | 0 | 18,450 | |
TYSON FOOD | COM | 902494103 | 2,759 | 37,700 | SH | DFND | 1 | 0 | 0 | 37,700 | |
UNITED MIC | ADR | 910873405 | 933 | 360,200 | SH | DFND | 1 | 0 | 0 | 360,200 | |
UNITED NAT | COM | 911163103 | 356 | 8,300 | SH | SOLE | 4,500 | 0 | 3,800 | ||
UNITED REN | COM | 911363109 | 677 | 3,918 | SH | SOLE | 0 | 0 | 3,918 | ||
UNITED THE | COM | 91307C102 | 1,490 | 13,263 | SH | SOLE | 1,561 | 0 | 11,702 | ||
UNITEDHEAL | COM | 91324P102 | 5,286 | 24,700 | SH | DFND | 1 | 0 | 0 | 24,700 | |
UNIVERSAL | COM | 913456109 | 1,668 | 34,389 | SH | SOLE | 4,100 | 0 | 30,289 | ||
UNUM GROUP | COM | 91529Y106 | 1,514 | 31,800 | SH | SOLE | 4,200 | 0 | 27,600 | ||
VALERO ENE | COM | 91913Y100 | 1,734 | 18,691 | SH | SOLE | 2,491 | 0 | 16,200 | ||
VIACOM INC | COM | 92553P201 | 410 | 13,200 | SH | SOLE | 7,200 | 0 | 6,000 | ||
VISHAY INT | COM | 928298108 | 851 | 45,744 | SH | DFND | 1 | 0 | 0 | 45,744 | |
WELLS FARG | COM | 949746101 | 849 | 16,200 | SH | DFND | 1 | 0 | 0 | 16,200 | |
WESCO INTE | COM | 95082P105 | 540 | 8,700 | SH | SOLE | 0 | 0 | 8,700 | ||
WHIRLPOOL | COM | 963320106 | 1,332 | 8,700 | SH | DFND | 1 | 0 | 0 | 8,700 | |
WILLIAMS-S | COM | 969904101 | 1,748 | 33,127 | SH | SOLE | 4,296 | 0 | 28,831 | ||
XEROX CORP | COM | 984121608 | 1,134 | 39,402 | SH | SOLE | 7,760 | 0 | 31,642 |